+669.2%
EXC vs LII
+3,124.4%
-2,455.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -3.7% | -12.6% | +8.9% | -1.7% |
| 3M | -1.3% | -24.4% | +23.2% | +2.6% |
| 6M | -9.7% | -28.7% | +19.0% | -5.7% |
| YTD | +2.9% | -19.1% | +22.0% | +5.1% |
| 1Y | +4.4% | -29.7% | +34.1% | +8.8% |
| 3Y | +22.2% | +4.8% | +17.4% | +16.6% |
| 5Y | +46.7% | +24.6% | +22.2% | +33.9% |
| 10Y | +155.3% | +169.2% | -13.9% | +103.6% |
| All | +669.2% | +3,124.4% | -2,455.2% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling